The dot you have placed is at 0,0,0 - but that is the origin of the current CPlane, which in this case is not at the World Origin. To place the point at the World Origin you needed to type the position W0,0,0.
If you want to reset the CPlane to the World Origin, go to the Viewport Properties, and choose Set Cplane, followed by World Top.
Note that as the current CPlane may be important, before changing it you may wish to save it as a Named Cplane.